+650.1%
TSEM vs AJG
+8.2%
+641.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.1% |
| 7D | -4.9% | -8.3% | +3.4% | -8.2% |
| 30D | -18.7% | -5.7% | -13.1% | -20.4% |
| 3M | -18.1% | +9.1% | -27.2% | -15.4% |
| 6M | +77.1% | +15.2% | +61.9% | +85.9% |
| YTD | +80.1% | -6.3% | +86.4% | +86.2% |
| 1Y | +220.4% | -19.1% | +239.5% | +233.8% |
| 3Y | +650.1% | +8.2% | +641.8% | +625.5% |
| All | +650.1% | +8.2% | +641.9% | +625.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AJG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling